+725.7%
FLEX vs OKTA
-34.4%
+760.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.0% |
| 7D | +6.4% | +5.9% | +0.5% | +5.1% |
| 30D | -5.9% | +14.6% | -20.4% | -9.1% |
| 3M | -23.5% | +44.0% | -67.5% | -29.7% |
| 6M | +83.7% | +116.7% | -33.0% | +51.6% |
| YTD | +86.5% | +99.8% | -13.3% | +55.6% |
| 1Y | +100.5% | +84.1% | +16.4% | +70.3% |
| 3Y | +469.8% | +97.7% | +372.2% | +362.0% |
| 5Y | +725.7% | -35.2% | +760.8% | +740.9% |
| All | +725.7% | -34.4% | +760.1% | +740.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OKTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling